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ENTITY continuous-time stochastic control

continuous-time stochastic control

PulseAugur coverage of continuous-time stochastic control — every cluster mentioning continuous-time stochastic control across labs, papers, and developer communities, ranked by signal.

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  1. TOOL · CL_193921 ·

    New method solves high-dimensional HJB equations using neural networks

    Researchers have developed a novel physics-informed policy iteration method designed to solve high-dimensional Hamilton--Jacobi--Bellman equations, which are crucial in continuous-time stochastic control. This method ut…